The Liu estimator has consistently been demonstrated to be an attractive shrinkage method for reducing the effects of multicollinearity. The Poisson regression model is a well-known model in applications when the response variable consists of count data. However, it is known that multicollinearity negatively affects the variance of the maximum likelihood estimator (MLE) of the Poisson regressio...

‎Multivariate normal-Poisson model has been recently introduced as a special case of normal stable Tweedie models‎. ‎The model is composed of a univariate Poisson variable‎, ‎and the remaining variables given the Poisson one are independent Gaussian variables with variance the value of the Poisson component‎. ‎Two characterizations of this model are shown‎, ‎...

The main purpose of this note is to present a new approach to Poisson Approximations. Some bounds in Poisson Approximations in term of classical Le Cam’s inequalities for various row-wise triangular arrays of independent Poisson-binomial distributed random variables are established via probability distances based on Trotter-Renyi operators. Some analogous results related to random sums in Poiss...

In the remainder, we call such a variety a convex symplectic variety. A convex symplectic variety has been studied in [K-V], [Ka 1] and [G-K]. One of main difficulties we meet is the fact that tangent objects TX and T 1 Y are not finite dimensional, since Y may possibly have non-isolated singularities; hence the usual deformation theory does not work well. Instead, in [K-V], [G-K], they introdu...